BYND Options History — May 2024

In May 2024, BYND traded between $6.92 and $8.39. ATM implied volatility averaged 129.0%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 36.4%. IV traded above realized volatility by 53.0% (HV 20d: 76.0%). Max pain ranged from $7.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.70.

Notable Days

2024-05-14: Highest Volume — 188,857 contracts
2024-05-14: Largest IV spike — 67.1% change
2024-05-14: Highest IV Rank — 94.9%
2024-05-03: Largest Expected Move — 51.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.47	$6.92	$8.39	$6.92	$7.54
Max Pain	$8.64	$7.00	$10.00	$7.50	$9.00
ATM IV	129.0%	84.4%	193.2%	136.7%	121.1%
Expected Move	36.4%	28.7%	51.5%	45.3%	30.6%
HV 20d	76.0%	41.2%	89.9%	41.2%	87.4%
HV 60d	84.3%	63.9%	94.2%	86.6%	63.9%
IV Rank	48.0%	15.4%	94.9%	53.7%	42.3%
IV Percentile	67.7%	16.3%	99.2%	91.7%	61.9%
Term Structure	-10.5%	-95.0%	38.3%	-9.5%	9.5%
VWIV	132.8%	85.5%	206.2%	159.9%	114.3%
Skew 25d	-19.7%	-79.3%	16.4%	-7.5%	-18.2%
Skew 10d	-28.3%	-122.5%	62.1%	-8.0%	-117.7%
Call IV 25d	139.3%	101.5%	229.7%	134.9%	128.3%
Put IV 25d	119.6%	95.2%	161.2%	127.4%	110.1%
Bid-Ask Spread %	46.44	23.33	61.91	53.52	42.92
Gamma HHI	0.17	0.11	0.23	0.23	0.18
Net GEX	-501.0K	-793.1K	-22.0K	-444.0K	-388.1K
Net DEX	31.7M	-9.9M	51.0M	39.4M	32.5M
Net VEX	-424.8K	-495.2K	-370.7K	-412.3K	-420.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.25	1.65	0.31	0.98
Total Volume	40,002.318	6,427	188,857	9,118	30,734
Total OI	484,466.818	427,908	589,252	428,498	478,328

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-05-01	$6.92	$7.50	136.7%	45.3%	41.2%	53.7%	159.9%	-7.5%	-9.5%	-444.0K	39.4M	-412.3K	0.31	53.52	6,961	2,157	160,044	268,454
2024-05-02	$7.09	$7.50	128.1%	47.3%	42.4%	47.3%	167.6%	-4.6%	0.9%	-399.9K	36.1M	-409.9K	0.44	42.91	8,496	3,742	161,624	269,352
2024-05-03	$7.83	$7.00	134.4%	51.5%	55.7%	51.9%	183.7%	4.3%	-9.6%	-497.0K	16.8M	-418.9K	0.34	61.91	21,896	7,482	164,818	271,322
2024-05-06	$8.16	$8.00	155.7%	41.6%	57.3%	67.5%	145.6%	-10.7%	-6.9%	-453.6K	15.3M	-447.0K	0.99	32.48	30,890	30,690	161,040	266,868
2024-05-07	$8.21	$8.00	157.1%	41.2%	57.2%	68.6%	143.8%	-14.1%	-6.2%	-430.7K	13.7M	-436.7K	0.59	43.17	10,635	6,291	176,872	282,010
2024-05-08	$8.13	$8.00	161.3%	41.8%	51.7%	71.6%	146.5%	-13.3%	-2.2%	-434.5K	15.8M	-460.6K	0.68	23.33	37,682	25,762	182,813	286,068
2024-05-09	$7.05	$8.00	108.4%	30.3%	73.8%	33.0%	108.5%	-9.5%	2.7%	-793.1K	51.0M	-379.1K	0.68	56.45	36,313	24,641	204,927	303,148
2024-05-10	$7.21	$8.00	107.2%	30.1%	72.5%	32.1%	110.9%	1.7%	-1.7%	-582.3K	46.6M	-408.9K	0.88	45.45	22,597	19,981	214,188	309,525
2024-05-13	$7.97	$8.00	115.6%	35.7%	79.3%	38.3%	130.1%	-7.7%	11.2%	-362.0K	13.3M	-415.7K	0.32	41.44	68,509	21,907	180,739	285,104
2024-05-14	$8.39	$9.00	193.2%	51.0%	80.6%	94.9%	206.2%	-68.5%	-7.0%	-22.0K	-9.9M	-495.2K	0.25	41.00	150,796	38,061	207,567	294,405
2024-05-15	$7.74	$9.00	127.9%	41.0%	86.4%	47.2%	157.4%	-57.0%	24.1%	-242.6K	23.2M	-483.5K	0.39	42.26	42,131	16,576	251,710	313,016
2024-05-16	$7.28	$9.00	137.5%	34.1%	89.9%	54.2%	128.3%	-79.3%	-16.3%	-452.1K	44.9M	-443.0K	0.77	58.38	24,047	18,623	259,334	319,056
2024-05-17	$7.22	$10.00	163.8%	33.9%	89.7%	73.5%	135.5%	-25.0%	-95.0%	-352.7K	45.5M	-436.5K	0.57	59.52	25,398	14,517	260,529	328,723
2024-05-20	$7.14	$10.00	122.4%	31.7%	89.6%	43.2%	108.7%	-25.0%	15.3%	-570.5K	39.1M	-427.5K	1.07	42.11	11,392	12,201	184,596	272,670
2024-05-21	$7.22	$10.00	106.9%	30.8%	89.2%	31.9%	116.4%	-41.4%	-28.5%	-590.2K	38.5M	-418.1K	0.64	52.72	7,491	4,771	193,118	281,868
2024-05-22	$7.31	$9.00	114.7%	32.9%	88.9%	37.6%	120.0%	-19.0%	-56.0%	-495.6K	36.5M	-413.4K	0.75	50.07	7,772	5,817	196,086	285,379
2024-05-23	$7.13	$9.00	104.0%	28.7%	88.8%	29.8%	85.5%	-22.5%	2.4%	-727.5K	45.3M	-431.6K	1.65	49.99	6,153	10,141	198,205	284,905
2024-05-24	$7.17	$9.00	97.9%	29.2%	88.7%	25.3%	107.0%	-23.4%	-31.4%	-781.1K	36.5M	-370.7K	0.75	43.52	19,517	14,619	201,175	291,542
2024-05-28	$7.19	$9.00	100.9%	30.3%	87.4%	27.5%	110.5%	16.4%	2.8%	-661.3K	41.0M	-410.4K	0.42	48.11	11,641	4,919	180,672	281,737
2024-05-29	$7.25	$9.00	159.1%	30.4%	87.2%	70.0%	117.5%	-1.9%	-68.2%	-646.7K	37.7M	-406.8K	1.06	47.15	3,126	3,301	186,574	284,368
2024-05-30	$7.30	$9.00	84.4%	31.6%	87.1%	15.4%	117.5%	-6.3%	38.3%	-694.2K	37.5M	-400.3K	0.88	43.33	5,151	4,524	187,926	285,865
2024-05-31	$7.54	$9.00	121.1%	30.6%	87.4%	42.3%	114.3%	-18.2%	9.5%	-388.1K	32.5M	-420.0K	0.98	42.92	15,556	15,178	190,888	287,440